[This message was posted by Matt Simpson of CME Group <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/81f403ca - PLEASE DO NOT REPLY BY MAIL.]
Jim - This looks like an oversight to me. We added the Parties/RootParties block to the main level of a number of messages as part of FIX 5.0 and OrderMassCancelRequest was one of them. I think it would be appropriate to add a value for "Cancel orders for a party". Matt > Order Mass Cancel Request allows you to specify criteria by which > multiple orders can be canceled between counterparties. In FIX.5.0 the > Parties block was added to the OrderMassCancelRequest message, however I > can't find an enumeration for MassCancelRequestType[530] that indicates > the cancels should be for orders matching entries in the Parties block. > > Is this an oversight or was it intentional. If it is intentional - > what is the recommended approach for canceling all orders for a > specific party? [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
